PostPCEra
diff --git a/‎docs/depth_cache.rst‎
Lines changed: 24 additions & 10 deletions b/‎docs/depth_cache.rst‎
Lines changed: 24 additions & 10 deletions
diff --git a/‎docs/websockets.rst‎
Lines changed: 20 additions & 0 deletions b/‎docs/websockets.rst‎
Lines changed: 20 additions & 0 deletions
@@ -19,6 +19,14 @@ By default the depth cache will fetch the order book via REST request every 30 m
 This duration can be changed by using the `refresh_interval` parameter. To disable the refresh pass 0 or None.
 The socket connection will stay open receiving updates to be replayed once the full order book is received.
 
+Websocket Errors
+----------------
+
+If the underlying websocket is disconnected and is unable to reconnect None is returned for the depth_cache parameter.
+
+Examples
+--------
+
 .. code:: python
 
     # 1 hour interval refresh
@@ -30,22 +38,28 @@ The socket connection will stay open receiving updates to be replayed once the f
 .. code:: python
 
     def process_depth(depth_cache):
-        print("symbol {}".format(depth_cache.symbol))
-        print("top 5 bids")
-        print(depth_cache.get_bids()[:5])
-        print("top 5 asks")
-        print(depth_cache.get_asks()[:5])
+        if depth_cache is not None:
+            print("symbol {}".format(depth_cache.symbol))
+            print("top 5 bids")
+            print(depth_cache.get_bids()[:5])
+            print("top 5 asks")
+            print(depth_cache.get_asks()[:5])
+        else:
+            # depth cache had an error and needs to be restarted
 
 At any time the current `DepthCache` object can be retrieved from the `DepthCacheManager`
 
 .. code:: python
 
     depth_cache = dcm.get_depth_cache()
-    print("symbol {}".format(depth_cache.symbol))
-    print("top 5 bids")
-    print(depth_cache.get_bids()[:5])
-    print("top 5 asks")
-    print(depth_cache.get_asks()[:5])
+    if depth_cache is not None:
+        print("symbol {}".format(depth_cache.symbol))
+        print("top 5 bids")
+        print(depth_cache.get_bids()[:5])
+        print("top 5 asks")
+        print(depth_cache.get_asks()[:5])
+    else:
+        # depth cache had an error and needs to be restarted
 
 To stop the `DepthCacheManager` from returning messages use the `close` method.
 This will close the internal websocket and this instance of the `DepthCacheManager` will not be able to be used again.
 
@@ -38,6 +38,26 @@ A callback to process messages would take the format
         # do something
 
 
+Websocket Errors
+----------------
+
+If the websocket is disconnected and is unable to reconnect a message is sent to the callback to indicate this. The format is
+
+.. code:: python
+
+    {
+        'e': 'error',
+        'm': 'Max reconnect retries reached'
+    }
+
+    # check for it like so
+    def process_message(msg):
+        if msg['e'] == 'error':
+            # close and restart the socket
+        else:
+            # process message normally
+
+
 `Multiplex Socket <binance.html#binance.websockets.BinanceSocketManager.start_multiplex_socket>`_
 +++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++